+330.4%
TSM vs AMC
-59.1%
+389.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.5% |
| 7D | +6.2% | +3.5% | +2.7% | +6.0% |
| 30D | -7.3% | +12.5% | -19.7% | -7.9% |
| 3M | -7.1% | +23.6% | -30.7% | -8.4% |
| 6M | +0.2% | +144.4% | -144.1% | -5.9% |
| YTD | +32.2% | +108.3% | -76.1% | +24.6% |
| 1Y | +42.8% | +38.9% | +3.9% | +37.2% |
| 3Y | +330.4% | -58.9% | +389.3% | +356.2% |
| All | +330.4% | -59.1% | +389.5% | +356.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling